Beeps at intervals, computer shuts down all while gaming

Hey there, sorry for the cross post wasn't really sure whether this is a problem with vista or hardware.

I hope somebody can help me, my friend has a computer he's built himself (plenty of previous builds with no troubles) and when he plays games he gets beeping every 3 or 4 seconds for a minute or two then a minute or so later it restarts. Windows shuts down like as if he's told it to. No bluescreens or complete powerdowns.

Apparently when playing test drive it happens when he's racing and in pro evo 2008 it happens if he stays in the tactics screen too long.